Pandas Profiling Report

Dataset statistics

Number of variables	21
Number of observations	13540
Missing cells	0
Missing cells (%)	0.0%
Duplicate rows	0
Duplicate rows (%)	0.0%
Total size in memory	2.2 MiB
Average record size in memory	168.0 B

Variable types

NUM	17
CAT	2
BOOL	2

Reproduction

Analysis started	2020-08-03 01:30:10.144114
Analysis finished	2020-08-03 01:30:51.837425
Duration	41.69 seconds
Version	pandas-profiling v2.8.0
Command line	`pandas_profiling --config_file config.yaml [YOUR_FILE.csv]`
Download configuration	config.yaml

Warnings

`symbol` is highly correlated with `df_index`	High correlation
`df_index` is highly correlated with `symbol`	High correlation
`nbb` is highly correlated with `lastprice` and 2 other fields	High correlation
`lastprice` is highly correlated with `nbb` and 2 other fields	High correlation
`nbo` is highly correlated with `lastprice` and 2 other fields	High correlation
`currentreferenceprice` is highly correlated with `lastprice` and 2 other fields	High correlation
`week` is highly correlated with `quarter` and 1 other fields	High correlation
`quarter` is highly correlated with `week` and 1 other fields	High correlation
`month` is highly correlated with `quarter` and 1 other fields	High correlation
`year` is highly correlated with `quarter`	High correlation
`quarter` is highly correlated with `year`	High correlation
`matched_to_unmatched` is highly skewed (γ1 = 44.00783743)	Skewed
`pct_move_snapshot_to_close` is highly skewed (γ1 = -38.47594513)	Skewed
`df_index` has unique values	Unique
`nearindicativeprice` has 3622 (26.8%) zeros	Zeros
`farindicativeprice` has 7729 (57.1%) zeros	Zeros
`pct_move_snapshot_to_close` has 532 (3.9%) zeros	Zeros

df_index
Real number (ℝ_≥0)

HIGH CORRELATION
UNIQUE

Distinct count	13540
Unique (%)	100.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	6824.6439438700145
Minimum	0
Maximum	13653
Zeros	1
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	679.95
Q1	3409.75
median	6825.5
Q3	10238.25
95-th percentile	12972.05
Maximum	13653
Range	13653
Interquartile range (IQR)	6828.5

Descriptive statistics

Standard deviation	3942.111345
Coefficient of variation (CV)	0.5776288664
Kurtosis	-1.199112826
Mean	6824.643944
Median Absolute Deviation (MAD)	3414.5
Skewness	0.0005596608777
Sum	92405679
Variance	15540241.86

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
2047	1	< 0.1%
2660	1	< 0.1%
4759	1	< 0.1%
6806	1	< 0.1%
661	1	< 0.1%
2708	1	< 0.1%
12947	1	< 0.1%
8849	1	< 0.1%
10896	1	< 0.1%
4743	1	< 0.1%
Other values (13530)	13530	99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1	< 0.1%
1	1	< 0.1%
2	1	< 0.1%
3	1	< 0.1%
4	1	< 0.1%

Value	Count	Frequency (%)
13653	1	< 0.1%
13652	1	< 0.1%
13651	1	< 0.1%
13650	1	< 0.1%
13649	1	< 0.1%

symbol
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	993
Unique (%)	7.3%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	493.1884047267356
Minimum	0
Maximum	992
Zeros	14
Zeros (%)	0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	48
Q1	245
median	492
Q3	741
95-th percentile	942
Maximum	992
Range	992
Interquartile range (IQR)	496

Descriptive statistics

Standard deviation	286.4688027
Coefficient of variation (CV)	0.5808506445
Kurtosis	-1.19821321
Mean	493.1884047
Median Absolute Deviation (MAD)	248
Skewness	0.009155092402
Sum	6677771
Variance	82064.37494

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
991	14	0.1%
826	14	0.1%
946	14	0.1%
930	14	0.1%
922	14	0.1%
914	14	0.1%
906	14	0.1%
898	14	0.1%
882	14	0.1%
874	14	0.1%
Other values (983)	13400	99.0%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	14	0.1%
1	14	0.1%
2	14	0.1%
3	14	0.1%
4	14	0.1%

Value	Count	Frequency (%)
992	14	0.1%
991	14	0.1%
990	14	0.1%
989	14	0.1%
988	14	0.1%

currentvolume
Real number (ℝ_≥0)

Distinct count	13508
Unique (%)	99.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	2644811.52127031
Minimum	18984
Maximum	132238624
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	18984
5-th percentile	149586.95
Q1	418231
median	964846
Q3	2348006
95-th percentile	9754039.65
Maximum	132238624
Range	132219640
Interquartile range (IQR)	1929775

Descriptive statistics

Standard deviation	6189570.522
Coefficient of variation (CV)	2.340269041
Kurtosis	102.3919017
Mean	2644811.521
Median Absolute Deviation (MAD)	679318
Skewness	8.187461622
Sum	3.5810748e+10
Variance	3.831078325e+13

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
434568	2	< 0.1%
395879	2	< 0.1%
660735	2	< 0.1%
1308847	2	< 0.1%
391263	2	< 0.1%
206227	2	< 0.1%
872135	2	< 0.1%
176172	2	< 0.1%
253766	2	< 0.1%
220354	2	< 0.1%
Other values (13498)	13520	99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
18984	1	< 0.1%
19415	1	< 0.1%
19505	1	< 0.1%
26367	1	< 0.1%
27233	1	< 0.1%

Value	Count	Frequency (%)
132238624	1	< 0.1%
128305099	1	< 0.1%
127572571	1	< 0.1%
126581627	1	< 0.1%
103703988	1	< 0.1%

lastprice
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	10184
Unique (%)	75.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	74.67545466765141
Minimum	1.425
Maximum	1226.1
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	1.425
5-th percentile	7.51925
Q1	25.12165
median	49.715
Q3	91.49
95-th percentile	216.374
Maximum	1226.1
Range	1224.675
Interquartile range (IQR)	66.36835

Descriptive statistics

Standard deviation	88.53948806
Coefficient of variation (CV)	1.185657167
Kurtosis	39.75592151
Mean	74.67545467
Median Absolute Deviation (MAD)	29.9279
Skewness	4.788344496
Sum	1011105.656
Variance	7839.240946

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
61.81	6	< 0.1%
24	6	< 0.1%
16.6	6	< 0.1%
29.35	6	< 0.1%
55.03	6	< 0.1%
8.25	6	< 0.1%
18.68	5	< 0.1%
38.29	5	< 0.1%
47.32	5	< 0.1%
18	5	< 0.1%
Other values (10174)	13484	99.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1.425	1	< 0.1%
1.43	1	< 0.1%
1.475	1	< 0.1%
1.48	1	< 0.1%
1.52	2	< 0.1%

Value	Count	Frequency (%)
1226.1	1	< 0.1%
1225.71	1	< 0.1%
1178.06	1	< 0.1%
1177.8	1	< 0.1%
1163.715	1	< 0.1%

nbb
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	8776
Unique (%)	64.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	74.63900443131462
Minimum	1.42
Maximum	1225.71
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	1.42
5-th percentile	7.5095
Q1	25.12
median	49.685
Q3	91.48
95-th percentile	216.234
Maximum	1225.71
Range	1224.29
Interquartile range (IQR)	66.36

Descriptive statistics

Standard deviation	88.45694252
Coefficient of variation (CV)	1.185130257
Kurtosis	39.71749354
Mean	74.63900443
Median Absolute Deviation (MAD)	29.925
Skewness	4.784211578
Sum	1010612.12
Variance	7824.630679

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
36.22	8	0.1%
40.88	7	0.1%
3.28	7	0.1%
38.22	7	0.1%
16.6	7	0.1%
13.69	7	0.1%
25.87	6	< 0.1%
51.6	6	< 0.1%
18.68	6	< 0.1%
18.13	6	< 0.1%
Other values (8766)	13473	99.5%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1.42	2	< 0.1%
1.47	2	< 0.1%
1.52	2	< 0.1%
1.77	2	< 0.1%
1.85	1	< 0.1%

Value	Count	Frequency (%)
1225.71	1	< 0.1%
1225.3	1	< 0.1%
1178.43	1	< 0.1%
1177.72	1	< 0.1%
1162.86	1	< 0.1%

nbo
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	8815
Unique (%)	65.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	74.70780132939439
Minimum	1.43
Maximum	1226.87
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	1.43
5-th percentile	7.5195
Q1	25.13
median	49.72
Q3	91.555
95-th percentile	216.3675
Maximum	1226.87
Range	1225.44
Interquartile range (IQR)	66.425

Descriptive statistics

Standard deviation	88.61379971
Coefficient of variation (CV)	1.186138504
Kurtosis	39.88743264
Mean	74.70780133
Median Absolute Deviation (MAD)	29.935
Skewness	4.795638201
Sum	1011543.63
Variance	7852.405499

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
21.73	7	0.1%
10.3	7	0.1%
28.83	7	0.1%
3.29	7	0.1%
4.69	7	0.1%
7.09	6	< 0.1%
7.35	6	< 0.1%
13.7	6	< 0.1%
38.15	6	< 0.1%
5.8	6	< 0.1%
Other values (8805)	13475	99.5%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1.43	2	< 0.1%
1.48	2	< 0.1%
1.53	2	< 0.1%
1.78	2	< 0.1%
1.86	1	< 0.1%

Value	Count	Frequency (%)
1226.87	1	< 0.1%
1226.74	1	< 0.1%
1179.8	1	< 0.1%
1178.99	1	< 0.1%
1164.57	1	< 0.1%

imbside
Boolean

Distinct count	2
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Memory size	105.8 KiB

0	6890
1	6650

Frequency Table

Value	Count	Frequency (%)
0	6890	50.9%
1	6650	49.1%

imbalancesize
Real number (ℝ_≥0)

Distinct count	12293
Unique (%)	90.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	182328.3599704579
Minimum	1
Maximum	15632131
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	1
5-th percentile	514.85
Q1	6496.5
median	34317
Q3	131598.75
95-th percentile	778643.85
Maximum	15632131
Range	15632130
Interquartile range (IQR)	125102.25

Descriptive statistics

Standard deviation	592706.488
Coefficient of variation (CV)	3.250764105
Kurtosis	165.38995
Mean	182328.36
Median Absolute Deviation (MAD)	32607.5
Skewness	10.70734698
Sum	2468725994
Variance	3.513009809e+11

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
401	7	0.1%
1009	6	< 0.1%
746	6	< 0.1%
293	5	< 0.1%
416	5	< 0.1%
305	5	< 0.1%
109	5	< 0.1%
396	5	< 0.1%
738	5	< 0.1%
731	4	< 0.1%
Other values (12283)	13487	99.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1	1	< 0.1%
2	1	< 0.1%
3	1	< 0.1%
5	1	< 0.1%
7	2	< 0.1%

Value	Count	Frequency (%)
15632131	1	< 0.1%
13823108	1	< 0.1%
11518170	1	< 0.1%
11022549	1	< 0.1%
10749896	1	< 0.1%

notional_imbalance
Real number (ℝ_≥0)

Distinct count	13534
Unique (%)	> 99.9%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	8964253.692895126
Minimum	43.06
Maximum	726894091.5
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	43.06
5-th percentile	18173.623
Q1	261832.435
median	1755731.565
Q3	7296921.545
95-th percentile	37703190.83
Maximum	726894091.5
Range	726894048.4
Interquartile range (IQR)	7035089.11

Descriptive statistics

Standard deviation	26656185.84
Coefficient of variation (CV)	2.973609043
Kurtosis	171.769173
Mean	8964253.693
Median Absolute Deviation (MAD)	1699118.275
Skewness	10.45264749
Sum	1.21375995e+11
Variance	7.105522437e+14

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
5291	2	< 0.1%
419.19	2	< 0.1%
178123.32	2	< 0.1%
2851.12	2	< 0.1%
2704.38	2	< 0.1%
85735.2	2	< 0.1%
1200950.4	1	< 0.1%
3140717.58	1	< 0.1%
1038033.66	1	< 0.1%
8216164	1	< 0.1%
Other values (13524)	13524	99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
43.06	1	< 0.1%
117.18	1	< 0.1%
160.3	1	< 0.1%
162	1	< 0.1%
170.14	1	< 0.1%

Value	Count	Frequency (%)
726894091.5	1	< 0.1%
630726116.4	1	< 0.1%
616054366.4	1	< 0.1%
611672417.9	1	< 0.1%
531432864.2	1	< 0.1%

imbalancetype
Boolean

Distinct count	2
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Memory size	105.8 KiB

0	10086
1	3454

Frequency Table

Value	Count	Frequency (%)
0	10086	74.5%
1	3454	25.5%

matchedsize
Real number (ℝ_≥0)

Distinct count	13345
Unique (%)	98.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	770950.6694239291
Minimum	40
Maximum	56634729
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	40
5-th percentile	6440.75
Q1	56526.25
median	217862
Q3	645430.25
95-th percentile	3188998.85
Maximum	56634729
Range	56634689
Interquartile range (IQR)	588904

Descriptive statistics

Standard deviation	2051935.686
Coefficient of variation (CV)	2.661565477
Kurtosis	154.472265
Mean	770950.6694
Median Absolute Deviation (MAD)	193498
Skewness	9.639695021
Sum	1.043867206e+10
Variance	4.210440059e+12

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
470609	3	< 0.1%
2594	3	< 0.1%
80550	3	< 0.1%
3383	3	< 0.1%
5499	3	< 0.1%
10666	3	< 0.1%
200	3	< 0.1%
4579	3	< 0.1%
24705	3	< 0.1%
10726	2	< 0.1%
Other values (13335)	13511	99.8%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
40	2	< 0.1%
100	2	< 0.1%
108	1	< 0.1%
140	1	< 0.1%
183	1	< 0.1%

Value	Count	Frequency (%)
56634729	1	< 0.1%
46489501	1	< 0.1%
46155338	1	< 0.1%
44778610	1	< 0.1%
43561452	1	< 0.1%

currentreferenceprice
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	9549
Unique (%)	70.5%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	74.67645516986707
Minimum	1.425
Maximum	1226.49
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	1.425
5-th percentile	7.51925
Q1	25.125
median	49.71
Q3	91.475
95-th percentile	216.3685
Maximum	1226.49
Range	1225.065
Interquartile range (IQR)	66.35

Descriptive statistics

Standard deviation	88.54756676
Coefficient of variation (CV)	1.185749465
Kurtosis	39.78450714
Mean	74.67645517
Median Absolute Deviation (MAD)	29.93
Skewness	4.789966878
Sum	1011119.203
Variance	7840.67158

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
52.73	7	0.1%
57.9	7	0.1%
30.31	6	< 0.1%
40.89	6	< 0.1%
7.345	6	< 0.1%
36.74	6	< 0.1%
16.9	6	< 0.1%
18	6	< 0.1%
49.66	6	< 0.1%
38.3	6	< 0.1%
Other values (9539)	13478	99.5%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
1.425	2	< 0.1%
1.475	1	< 0.1%
1.48	1	< 0.1%
1.53	2	< 0.1%
1.775	1	< 0.1%

Value	Count	Frequency (%)
1226.49	2	< 0.1%
1178.43	1	< 0.1%
1177.98	1	< 0.1%
1163.89	1	< 0.1%
1162.57	1	< 0.1%

nearindicativeprice
Real number (ℝ_≥0)

ZEROS

Distinct count	6924
Unique (%)	51.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	95.68568094534713
Minimum	0.0
Maximum	9999.99
Zeros	3622
Zeros (%)	26.8%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0
median	31.79
Q3	74.0325
95-th percentile	209.933
Maximum	9999.99
Range	9999.99
Interquartile range (IQR)	74.0325

Descriptive statistics

Standard deviation	427.8036695
Coefficient of variation (CV)	4.47092674
Kurtosis	106.0789199
Mean	95.68568095
Median Absolute Deviation (MAD)	31.79
Skewness	9.887576282
Sum	1295584.12
Variance	183015.9797

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0	3622	26.8%
4294.67	128	0.9%
0.01	99	0.7%
22	10	0.1%
38	9	0.1%
45	9	0.1%
16	8	0.1%
90	8	0.1%
42	8	0.1%
110	7	0.1%
Other values (6914)	9632	71.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	3622	26.8%
0.01	99	0.7%
0.05	6	< 0.1%
1.4	1	< 0.1%
1.48	2	< 0.1%

Value	Count	Frequency (%)
9999.99	1	< 0.1%
4294.67	128	0.9%
1257.76	1	< 0.1%
1255.05	1	< 0.1%
1191.7	1	< 0.1%

farindicativeprice
Real number (ℝ_≥0)

ZEROS

Distinct count	3802
Unique (%)	28.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	33.90169719350074
Minimum	0.0
Maximum	1259.72
Zeros	7729
Zeros (%)	57.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0
median	0
Q3	44.57
95-th percentile	150.2425
Maximum	1259.72
Range	1259.72
Interquartile range (IQR)	44.57

Descriptive statistics

Standard deviation	73.94421135
Coefficient of variation (CV)	2.181135975
Kurtosis	64.75311816
Mean	33.90169719
Median Absolute Deviation (MAD)	0
Skewness	6.098403884
Sum	459028.98
Variance	5467.746392

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0	7729	57.1%
31.1	7	0.1%
3.8	6	< 0.1%
16.19	5	< 0.1%
53.76	5	< 0.1%
10.35	5	< 0.1%
48.11	5	< 0.1%
10.78	5	< 0.1%
54.83	5	< 0.1%
35.75	5	< 0.1%
Other values (3792)	5763	42.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	7729	57.1%
1.51	2	< 0.1%
1.81	2	< 0.1%
2.02	2	< 0.1%
2.06	2	< 0.1%

Value	Count	Frequency (%)
1259.72	2	< 0.1%
1179.58	2	< 0.1%
1159.09	2	< 0.1%
1151.02	1	< 0.1%
1093.47	2	< 0.1%

matched_to_unmatched
Real number (ℝ_≥0)

SKEWED

Distinct count	13521
Unique (%)	99.9%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.6145759948403059
Minimum	2.168374261e-05
Maximum	246.6423638
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	2.168374261e-05
5-th percentile	0.007668501358
Q1	0.05069985953
median	0.1775108101
Q3	0.4747253415
95-th percentile	1.960591043
Maximum	246.6423638
Range	246.6423421
Interquartile range (IQR)	0.424025482

Descriptive statistics

Standard deviation	3.547471381
Coefficient of variation (CV)	5.772225747
Kurtosis	2623.700714
Mean	0.6145759948
Median Absolute Deviation (MAD)	0.1496609123
Skewness	44.00783743
Sum	8321.35897
Variance	12.5845532

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.03538126101	2	< 0.1%
6.739212008	2	< 0.1%
1.18490566	2	< 0.1%
1.281481481	2	< 0.1%
1.480625876	2	< 0.1%
0.1099180935	2	< 0.1%
6.925	2	< 0.1%
2.152871806	2	< 0.1%
1.691845765	2	< 0.1%
0.3706877114	2	< 0.1%
Other values (13511)	13520	99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
2.168374261e-05	1	< 0.1%
4.702539371e-05	1	< 0.1%
5.804308669e-05	1	< 0.1%
7.905388313e-05	1	< 0.1%
0.0001168731426	1	< 0.1%

Value	Count	Frequency (%)
246.6423638	1	< 0.1%
204.7925258	1	< 0.1%
99.2109375	1	< 0.1%
87.53434434	1	< 0.1%
76.11944408	1	< 0.1%

pct_move_snapshot_to_close
Real number (ℝ)

SKEWED
ZEROS

Distinct count	380
Unique (%)	2.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-0.08700147710487445
Minimum	-76.22
Maximum	6.05
Zeros	532
Zeros (%)	3.9%
Memory size	105.8 KiB

Quantile statistics

Minimum	-76.22
5-th percentile	-0.6
Q1	-0.22
median	-0.04
Q3	0.13
95-th percentile	0.52
Maximum	6.05
Range	82.27
Interquartile range (IQR)	0.35

Descriptive statistics

Standard deviation	1.857441287
Coefficient of variation (CV)	-21.34953737
Kurtosis	1546.90537
Mean	-0.0870014771
Median Absolute Deviation (MAD)	0.18
Skewness	-38.47594513
Sum	-1178
Variance	3.450088135

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0	532	3.9%
-0.05	236	1.7%
-0.06	224	1.7%
-0.11	220	1.6%
-0.02	211	1.6%
0.03	210	1.6%
0.07	210	1.6%
-0.04	209	1.5%
-0.03	206	1.5%
-0.08	204	1.5%
Other values (370)	11078	81.8%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-76.22	1	< 0.1%
-76.18	1	< 0.1%
-76.11	1	< 0.1%
-76.09	1	< 0.1%
-74	1	< 0.1%

Value	Count	Frequency (%)
6.05	1	< 0.1%
5.64	1	< 0.1%
2.96	1	< 0.1%
2.9	1	< 0.1%
2.76	1	< 0.1%

day
Real number (ℝ_≥0)

Distinct count	5
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	23.86019202363368
Minimum	19
Maximum	29
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	19
5-th percentile	19
Q1	20
median	26
Q3	27
95-th percentile	29
Maximum	29
Range	10
Interquartile range (IQR)	7

Descriptive statistics

Standard deviation	3.7651959
Coefficient of variation (CV)	0.157802414
Kurtosis	-1.681960878
Mean	23.86019202
Median Absolute Deviation (MAD)	3
Skewness	-0.1152296116
Sum	323067
Variance	14.17670016

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
26	3887	28.7%
20	3822	28.2%
19	1975	14.6%
29	1964	14.5%
27	1892	14.0%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
19	1975	14.6%
20	3822	28.2%
26	3887	28.7%
27	1892	14.0%
29	1964	14.5%

Value	Count	Frequency (%)
29	1964	14.5%
27	1892	14.0%
26	3887	28.7%
20	3822	28.2%
19	1975	14.6%

quarter
Categorical

HIGH CORRELATION
HIGH CORRELATION

Distinct count	3
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Memory size	105.8 KiB

2	5914
4	3840
3	3786

Common Values
Length

Value	Count	Frequency (%)
2	5914	43.7%
4	3840	28.4%
3	3786	28.0%

Length

Max length	1
Median length	1
Mean length	1
Min length	1

year
Categorical

HIGH CORRELATION

Distinct count	2
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Memory size	105.8 KiB

2019	7626
2020	5914

Common Values
Length

Value	Count	Frequency (%)
2019	7626	56.3%
2020	5914	43.7%

Length

Max length	4
Median length	4
Mean length	4
Min length	4

week
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	7
Unique (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	34.87658788774003
Minimum	22
Maximum	51
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	22
5-th percentile	22
Q1	25
median	35
Q3	48
95-th percentile	51
Maximum	51
Range	29
Interquartile range (IQR)	23

Descriptive statistics

Standard deviation	10.605868
Coefficient of variation (CV)	0.3040970645
Kurtosis	-1.410765382
Mean	34.87658789
Median Absolute Deviation (MAD)	10
Skewness	0.3085576813
Sum	472229
Variance	112.484436

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
26	1975	14.6%
25	1975	14.6%
22	1964	14.5%
51	1928	14.2%
48	1912	14.1%
38	1894	14.0%
35	1892	14.0%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
22	1964	14.5%
25	1975	14.6%
26	1975	14.6%
35	1892	14.0%
38	1894	14.0%

Value	Count	Frequency (%)
51	1928	14.2%
48	1912	14.1%
38	1894	14.0%
35	1892	14.0%
26	1975	14.6%

month
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	6
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	8.114475627769572
Minimum	5
Maximum	12
Zeros	0
Zeros (%)	0.0%
Memory size	105.8 KiB

Quantile statistics

Minimum	5
5-th percentile	5
Q1	6
median	8
Q3	11
95-th percentile	12
Maximum	12
Range	7
Interquartile range (IQR)	5

Descriptive statistics

Standard deviation	2.479676796
Coefficient of variation (CV)	0.3055868192
Kurtosis	-1.364953584
Mean	8.114475628
Median Absolute Deviation (MAD)	2
Skewness	0.3084892935
Sum	109870
Variance	6.148797014

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
6	3950	29.2%
5	1964	14.5%
12	1928	14.2%
11	1912	14.1%
9	1894	14.0%
8	1892	14.0%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
5	1964	14.5%
6	3950	29.2%
8	1892	14.0%
9	1894	14.0%
11	1912	14.1%

Value	Count	Frequency (%)
12	1928	14.2%
11	1912	14.1%
9	1894	14.0%
8	1892	14.0%
6	3950	29.2%

Pearson's r

The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.

To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.

Spearman's ρ

The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.

To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.

Kendall's τ

Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.

To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.

Phik (φk)

Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.

Cramér's V (φc)

Cramér's V is an association measure for nominal random variables. The coefficient ranges from 0 to 1, with 0 indicating independence and 1 indicating perfect association. The empirical estimators used for Cramér's V have been proved to be biased, even for large samples. We use a bias-corrected measure that has been proposed by Bergsma in 2013 that can be found here.

Count
Matrix

First rows

	df_index	currentvolume	lastprice	nbb	nbo	imbside	imbalancesize	notional_imbalance	imbalancetype	matchedsize	currentreferenceprice	nearindicativeprice	farindicativeprice	matched_to_unmatched	pct_move_snapshot_to_close	day	quarter	year	week	month
0	0	17767956	215.250	215.30	215.31	0	11303	2.432971e+06	0	303232	215.26	216.00	216.42	0.037275	0.21	26	2	2020	26	6
1	1	18082809	215.350	215.34	215.36	1	21571	4.645315e+06	0	401702	215.34	215.00	0.00	0.053699	0.17	26	2	2020	26	6
2	2	14197429	220.330	220.32	220.33	1	19568	4.311417e+06	0	2029174	220.33	220.01	220.01	0.009643	0.14	19	2	2020	25	6
3	3	14604707	220.310	220.30	220.33	0	138685	3.055369e+07	0	2128222	220.33	221.67	0.00	0.065165	0.15	19	2	2020	25	6
4	4	25792889	205.500	205.49	205.50	0	2339630	4.807940e+08	1	6173408	205.49	0.00	0.00	0.378985	0.92	29	2	2020	22	5
5	5	27551034	206.468	206.44	206.48	0	1529547	3.158025e+08	0	8758311	206.46	215.60	0.00	0.174639	0.45	29	2	2020	22	5
6	6	12360626	212.700	212.69	212.71	1	2965332	6.307261e+08	1	6863731	212.70	0.00	0.00	0.432029	-0.21	20	4	2019	51	12
7	7	12778934	212.520	212.52	212.53	1	1413950	3.004927e+08	0	9708568	212.53	212.25	211.86	0.145639	-0.13	20	4	2019	51	12
8	8	19348988	193.600	193.57	193.60	0	3182099	6.160544e+08	1	13615349	193.58	0.00	0.00	0.233714	0.57	26	4	2019	48	11
9	9	20898025	193.750	193.74	193.77	0	1688119	3.270731e+08	0	17121808	193.77	194.55	195.37	0.098595	0.49	26	4	2019	48	11

Last rows

	df_index	symbol	currentvolume	lastprice	nbb	nbo	imbside	imbalancesize	notional_imbalance	imbalancetype	matchedsize	currentreferenceprice	nearindicativeprice	farindicativeprice	matched_to_unmatched	pct_move_snapshot_to_close	day	quarter	year	week	month
13530	13644	992	17891810	16.215	16.21	16.22	1	1636352	26533447.68	1	2891233	16.210	0.00	0.00	0.565970	-0.52	29	2	2020	22	5
13531	13645	992	18562201	16.225	16.22	16.23	1	1427941	23168342.73	0	3327617	16.230	15.95	15.89	0.429118	-0.59	29	2	2020	22	5
13532	13646	992	2511014	40.635	40.63	40.64	1	196045	7966288.58	1	549174	40.640	0.00	0.00	0.356982	0.06	20	4	2019	51	12
13533	13647	992	2632922	40.620	40.62	40.63	1	8522	346163.64	0	778056	40.620	40.46	0.00	0.010953	0.10	20	4	2019	51	12
13534	13648	992	3653402	38.275	38.27	38.28	1	522607	20002782.93	1	794604	38.275	0.00	0.00	0.657695	-0.25	26	4	2019	48	11
13535	13649	992	3789627	38.205	38.20	38.21	1	251444	9606418.02	0	1113663	38.210	37.47	0.00	0.225781	-0.07	26	4	2019	48	11
13536	13650	992	2986212	32.140	32.13	32.14	1	369372	11871616.08	1	287062	32.130	0.00	0.00	1.286732	0.03	20	3	2019	38	9
13537	13651	992	3136187	32.140	32.14	32.15	1	214870	6905921.80	0	466255	32.150	31.55	0.00	0.460842	0.03	20	3	2019	38	9
13538	13652	992	5389245	27.960	27.94	27.95	0	490953	13727045.88	1	154634	27.945	0.00	0.00	3.174936	-0.25	27	3	2019	35	8
13539	13653	992	5622810	27.940	27.94	27.95	0	294524	8229000.56	0	370887	27.940	29.34	29.34	0.794107	-0.18	27	3	2019	35	8

Overview

Variables

Interactions

Correlations

Pearson's r

Spearman's ρ

Kendall's τ

Phik (φk)

Cramér's V (φc)

Missing values

Sample

First rows

Last rows